PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
LAND vs. DBA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LAND and DBA is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

LAND vs. DBA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gladstone Land Corporation (LAND) and Invesco DB Agriculture Fund (DBA). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-27.53%
14.08%
LAND
DBA

Key characteristics

Sharpe Ratio

LAND:

-0.77

DBA:

1.99

Sortino Ratio

LAND:

-0.98

DBA:

2.63

Omega Ratio

LAND:

0.89

DBA:

1.34

Calmar Ratio

LAND:

-0.24

DBA:

0.74

Martin Ratio

LAND:

-1.40

DBA:

6.19

Ulcer Index

LAND:

12.64%

DBA:

5.55%

Daily Std Dev

LAND:

23.04%

DBA:

17.28%

Max Drawdown

LAND:

-72.56%

DBA:

-67.97%

Current Drawdown

LAND:

-71.58%

DBA:

-29.18%

Returns By Period

In the year-to-date period, LAND achieves a -0.74% return, which is significantly lower than DBA's 0.04% return. Over the past 10 years, LAND has outperformed DBA with an annualized return of 4.07%, while DBA has yielded a comparatively lower 2.44% annualized return.


LAND

YTD

-0.74%

1M

2.18%

6M

-26.85%

1Y

-17.49%

5Y*

-0.89%

10Y*

4.07%

DBA

YTD

0.04%

1M

0.32%

6M

14.08%

1Y

31.78%

5Y*

12.13%

10Y*

2.44%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

LAND vs. DBA — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LAND
The Risk-Adjusted Performance Rank of LAND is 1414
Overall Rank
The Sharpe Ratio Rank of LAND is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of LAND is 1111
Sortino Ratio Rank
The Omega Ratio Rank of LAND is 1313
Omega Ratio Rank
The Calmar Ratio Rank of LAND is 3131
Calmar Ratio Rank
The Martin Ratio Rank of LAND is 88
Martin Ratio Rank

DBA
The Risk-Adjusted Performance Rank of DBA is 6161
Overall Rank
The Sharpe Ratio Rank of DBA is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of DBA is 7373
Sortino Ratio Rank
The Omega Ratio Rank of DBA is 7171
Omega Ratio Rank
The Calmar Ratio Rank of DBA is 3434
Calmar Ratio Rank
The Martin Ratio Rank of DBA is 5353
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LAND vs. DBA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Gladstone Land Corporation (LAND) and Invesco DB Agriculture Fund (DBA). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for LAND, currently valued at -0.77, compared to the broader market-2.000.002.004.00-0.771.99
The chart of Sortino ratio for LAND, currently valued at -0.98, compared to the broader market-4.00-2.000.002.004.00-0.982.63
The chart of Omega ratio for LAND, currently valued at 0.89, compared to the broader market0.501.001.502.000.891.34
The chart of Calmar ratio for LAND, currently valued at -0.24, compared to the broader market0.002.004.006.00-0.241.46
The chart of Martin ratio for LAND, currently valued at -1.40, compared to the broader market-10.000.0010.0020.0030.00-1.406.19
LAND
DBA

The current LAND Sharpe Ratio is -0.77, which is lower than the DBA Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of LAND and DBA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.00AugustSeptemberOctoberNovemberDecember2025
-0.77
1.99
LAND
DBA

Dividends

LAND vs. DBA - Dividend Comparison

LAND's dividend yield for the trailing twelve months is around 5.24%, more than DBA's 4.08% yield.


TTM20242023202220212020201920182017201620152014
LAND
Gladstone Land Corporation
4.80%5.20%3.82%2.98%1.60%3.69%4.12%4.60%3.91%4.40%5.38%3.36%
DBA
Invesco DB Agriculture Fund
4.08%4.08%4.63%0.48%0.00%0.00%1.55%1.06%0.00%0.00%0.00%0.00%

Drawdowns

LAND vs. DBA - Drawdown Comparison

The maximum LAND drawdown since its inception was -72.56%, which is greater than DBA's maximum drawdown of -67.97%. Use the drawdown chart below to compare losses from any high point for LAND and DBA. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-71.58%
-0.56%
LAND
DBA

Volatility

LAND vs. DBA - Volatility Comparison

Gladstone Land Corporation (LAND) has a higher volatility of 7.03% compared to Invesco DB Agriculture Fund (DBA) at 4.33%. This indicates that LAND's price experiences larger fluctuations and is considered to be riskier than DBA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
7.03%
4.33%
LAND
DBA
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab